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Nonparametric inference in hidden Markov models using P-splines

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  • Roland Langrock
  • Thomas Kneib
  • Alexander Sohn
  • Stacy L. DeRuiter

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  • Roland Langrock & Thomas Kneib & Alexander Sohn & Stacy L. DeRuiter, 2015. "Nonparametric inference in hidden Markov models using P-splines," Biometrics, The International Biometric Society, vol. 71(2), pages 520-528, June.
    • Handle: RePEc:bla:biomet:v:71:y:2015:i:2:p:520-528
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    File URL: http://hdl.handle.net/10.1111/biom.12282
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    References listed on IDEAS

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    1. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167.
    2. D. L. Borchers & W. Zucchini & M. P. Heide-Jørgensen & A. Cañadas & R. Langrock, 2013. "Using Hidden Markov Models to Deal with Availability Bias on Line Transect Surveys," Biometrics, The International Biometric Society, vol. 69(3), pages 703-713, September.
    3. Christian Schellhase & Göran Kauermann, 2012. "Density estimation and comparison with a penalized mixture approach," Computational Statistics, Springer, vol. 27(4), pages 757-777, December.
    4. Walter Zucchini & David Raubenheimer & Iain L. MacDonald, 2008. "Modeling Time Series of Animal Behavior by Means of a Latent‐State Model with Feedback," Biometrics, The International Biometric Society, vol. 64(3), pages 807-815, September.
    5. Krivobokova, Tatyana & Kneib, Thomas & Claeskens, Gerda, 2010. "Simultaneous Confidence Bands for Penalized Spline Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 105(490), pages 852-863.
    6. Iain L. MacDonald, 2014. "Numerical Maximisation of Likelihood: A Neglected Alternative to EM?," International Statistical Review, International Statistical Institute, vol. 82(2), pages 296-308, August.
    7. Roger Pradel, 2005. "Multievent: An Extension of Multistate Capture–Recapture Models to Uncertain States," Biometrics, The International Biometric Society, vol. 61(2), pages 442-447, June.
    8. Gilles Celeux & Jean-Baptiste Durand, 2008. "Selecting hidden Markov model state number with cross-validated likelihood," Computational Statistics, Springer, vol. 23(4), pages 541-564, October.
    9. Altman, Rachel MacKay, 2007. "Mixed Hidden Markov Models: An Extension of the Hidden Markov Model to the Longitudinal Data Setting," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 201-210, March.
    10. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506.
    11. Jan Bulla & Andreas Berzel, 2008. "Computational issues in parameter estimation for stationary hidden Markov models," Computational Statistics, Springer, vol. 23(1), pages 1-18, January.
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    Citations

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    Cited by:

    1. Pohle, Jennifer & Adam, Timo & Beumer, Larissa T., 2022. "Flexible estimation of the state dwell-time distribution in hidden semi-Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
    2. Timo Adam & Roland Langrock & Christian H. Weiß, 2019. "Penalized estimation of flexible hidden Markov models for time series of counts," METRON, Springer;Sapienza Università di Roma, vol. 77(2), pages 87-104, August.
    3. Ngandu Balekelayi & Solomon Tesfamariam, 2020. "Geoadditive Quantile Regression Model for Sewer Pipes Deterioration Using Boosting Optimization Algorithm," Sustainability, MDPI, vol. 12(20), pages 1-24, October.
    4. Roland Langrock & Timo Adam & Vianey Leos‐Barajas & Sina Mews & David L. Miller & Yannis P. Papastamatiou, 2018. "Spline‐based nonparametric inference in general state‐switching models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(3), pages 179-200, August.
    5. Jennifer Pohle & Roland Langrock & Floris M. Beest & Niels Martin Schmidt, 2017. "Selecting the Number of States in Hidden Markov Models: Pragmatic Solutions Illustrated Using Animal Movement," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(3), pages 270-293, September.
    6. Peijie Wang & Hui Zhao & Jianguo Sun, 2016. "Regression analysis of case K interval‐censored failure time data in the presence of informative censoring," Biometrics, The International Biometric Society, vol. 72(4), pages 1103-1112, December.
    7. Daniel M Coffey & Mark A Royer & Carl G Meyer & Kim N Holland, 2020. "Diel patterns in swimming behavior of a vertically migrating deepwater shark, the bluntnose sixgill (Hexanchus griseus)," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-25, January.
    8. Vianey Leos-Barajas & Eric J. Gangloff & Timo Adam & Roland Langrock & Floris M. Beest & Jacob Nabe-Nielsen & Juan M. Morales, 2017. "Multi-scale Modeling of Animal Movement and General Behavior Data Using Hidden Markov Models with Hierarchical Structures," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(3), pages 232-248, September.
    9. Mevin B. Hooten & Ruth King & Roland Langrock, 2017. "Guest Editor’s Introduction to the Special Issue on “Animal Movement Modeling”," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(3), pages 224-231, September.
    10. Morteza Amini & Afarin Bayat & Reza Salehian, 2023. "hhsmm: an R package for hidden hybrid Markov/semi-Markov models," Computational Statistics, Springer, vol. 38(3), pages 1283-1335, September.

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